Can I read Extreme Eigenvalues in Nonlinear Correlation on EtoBox?

Extreme Eigenvalues in Nonlinear Correlation by Inder Kumar is a document available to read on EtoBox.

What is Extreme Eigenvalues in Nonlinear Correlation about?

This paper extends the concept of maximum nonlinear correlation to pairwise Gaussian vectors and processes, nested sums of iid random variables, and permutation symmetric functions. It establishes that the extreme eigenvalues of nonlinear correlation matrices can be applied to additive regression models, demonstrating that these extreme nonlinear correlations are often equivalent to their linear counterparts. The findings have implications for the analysis of additive models, particularly in verifying theor

Author

Inder Kumar

Language

EN